+790.3%
VLO vs TT
+725.1%
+65.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.9% |
| 7D | +9.6% | +4.0% | +5.6% | +7.7% |
| 30D | -17.4% | -11.3% | -6.1% | -13.1% |
| 3M | +10.8% | -12.3% | +23.1% | +16.9% |
| 6M | +56.9% | -10.8% | +67.8% | +62.6% |
| YTD | +136.8% | +8.2% | +128.6% | +118.7% |
| 1Y | +120.7% | +1.5% | +119.2% | +110.4% |
| 3Y | +231.9% | +91.5% | +140.4% | +111.7% |
| 5Y | +479.0% | +130.2% | +348.8% | +215.3% |
| All | +790.3% | +725.1% | +65.2% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling